🌶️ Jalapeño Fund

Live ML-Driven Quantitative Long/Short Equity

V3 Full Universe LGB - 84 Features - 10L + 10S Daily Rotation - $1M Simulated

Picks date: 2026-06-02 - Last trader run: 2026-06-02 - Equity curve: 65 pts (2026-03-03 -> 2026-06-03)

$1,636,297

Live Equity

paper x10

+63.63%

Total Return

since inception

3.86

Backtest Sharpe

walk-forward OOS

$+635,419

Unrealized P&L

69 open positions

🎯 Today's Picks scored 2026-06-02 - 1,615 tickers cumulative

🟢 TOP 10 LONG
#	Ticker	Score
1	MRNA	+0.7789
2	DDOG	+0.6736
3	TXN	+0.6477
4	QCOM	+0.6382
5	AMD	+0.5887
6	HOOD	+0.5566
7	COIN	+0.5284
8	PANW	+0.4937
9	CSCO	+0.4522

🔴 TOP 10 SHORT
#	Ticker	Score
1	SMCI	-0.1620
2	DAL	-0.1684
3	LLY	-0.1760
4	CMCSA	-0.1787
5	LMT	-0.1861
6	NOW	-0.2147
7	IBM	-0.3298

📦 Active Batches 5 overlapping 5-day batches - 77 positions in flight

Batch 3 - opened 2026-06-02 ACTIVE TODAY$16,522 per leg (16 positions)

L 8

DDOG QCOM F MRNA AMD PANW APP COIN

S 8

SBUX HOOD TGT V NKE CMCSA CRM NOW

Batch 2 - opened 2026-06-01 $16,418 per leg (18 positions)

L 9

QCOM INTC MRNA DDOG AMD F INTU LRCX GEV

S 9

LULU HOOD PLTR SNDK ACN ADBE MU CRM NOW

Batch 1 - opened 2026-05-29 $17,501 per leg (14 positions)

L 8

QCOM COIN CSCO F AMD GEV MRNA LRCX

S 6

LLY ADBE CRM LULU PLTR IBM

Batch 0 - opened 2026-05-28 $17,072 per leg (13 positions)

L 7

DDOG MRNA TXN INTU F PANW CRWD

S 6

XOM V ACN SMCI SNDK MU

Batch 4 - opened 2026-05-27 $16,525 per leg (16 positions)

L 9

MRNA DDOG TXN QCOM AMD HOOD COIN PANW CSCO

S 7

SMCI DAL LLY CMCSA LMT NOW IBM

📊 Live Positions 69 open - sorted by mkt value

Symbol	Side	Shares	Entry	Current	Mkt Val	P&L
IONX	🟢 LONG	3,570	$21.85	$98.50	$351,645	$+273,657 (+350.90%)
WBD	🟢 LONG	10,280	$27.61	$27.16	$279,205	$-4,626 (-1.63%)
JNJ	🟢 LONG	1,180	$238.38	$223.04	$263,187	$-18,101 (-6.44%)
FDX	🟢 LONG	800	$354.24	$328.98	$263,184	$-20,208 (-7.13%)
BCPC	🟢 LONG	1,440	$167.04	$157.31	$226,528	$-14,018 (-5.83%)
MULL	🟢 LONG	220	$121.39	$909.07	$199,995	$+173,290 (+648.90%)
IONL	🟢 LONG	2,760	$10.83	$52.01	$143,548	$+113,653 (+380.17%)
RIOX	🟢 LONG	2,300	$16.04	$61.85	$142,255	$+105,357 (+285.53%)
MUU	🟢 LONG	130	$125.58	$1047.78	$136,211	$+119,887 (+734.38%)
TPC	🔴 SHORT	1,790	$72.81	$74.29	$-132,979	$-2,647 (-2.03%)
AAOI	🔴 SHORT	610	$95.20	$208.20	$-127,002	$-68,932 (-118.70%)
RKLX	🟢 LONG	1,210	$24.67	$72.18	$87,338	$+57,493 (+192.64%)
CCXI	🟢 LONG	8,470	$10.19	$10.29	$87,156	$+854 (+0.99%)
PCRB	🟢 LONG	1,600	$46.61	$46.03	$73,650	$-922 (-1.24%)
MRNA	🟢 LONG	1,410	$46.16	$45.44	$64,070	$-1,008 (-1.55%)
UMAC	🔴 SHORT	1,530	$12.94	$32.69	$-50,016	$-30,220 (-152.66%)
F	🟢 LONG	3,000	$17.05	$16.07	$48,210	$-2,930 (-5.73%)
AXTI	🔴 SHORT	390	$44.93	$113.14	$-44,125	$-26,600 (-151.79%)
SMCI	🔴 SHORT	840	$41.62	$49.83	$-41,857	$-6,899 (-19.73%)
WW	🔴 SHORT	2,040	$13.36	$16.94	$-34,558	$-7,310 (-26.83%)
RNA	🔴 SHORT	2,810	$13.06	$12.25	$-34,422	$+2,290 (+6.24%)
PANW	🟢 LONG	120	$255.27	$282.23	$33,868	$+3,235 (+10.56%)
LRCX	🟢 LONG	100	$318.95	$336.00	$33,600	$+1,705 (+5.35%)
CRM	🔴 SHORT	160	$200.63	$198.60	$-31,776	$+325 (+1.01%)
LULU	🔴 SHORT	250	$130.69	$126.50	$-31,625	$+1,047 (+3.21%)
ACN	🔴 SHORT	170	$182.56	$185.50	$-31,535	$-500 (-1.61%)
PLTR	🔴 SHORT	210	$157.12	$149.56	$-31,408	$+1,587 (+4.81%)
QCOM	🟢 LONG	130	$231.22	$239.80	$31,174	$+1,116 (+3.71%)
AMD	🟢 LONG	60	$504.76	$516.00	$30,960	$+675 (+2.23%)
HIMZ	🟢 LONG	900	$19.77	$32.62	$29,358	$+11,565 (+65.00%)
ADBE	🔴 SHORT	110	$264.69	$260.05	$-28,606	$+510 (+1.75%)
PIPR	🟢 LONG	360	$75.95	$77.40	$27,864	$+523 (+1.91%)
TNDM	🔴 SHORT	1,500	$18.43	$18.17	$-27,248	$+399 (+1.44%)
MSTX	🟢 LONG	1,290	$22.70	$20.18	$26,032	$-3,245 (-11.08%)
ISSC	🔴 SHORT	1,310	$21.47	$17.18	$-22,506	$+5,623 (+19.99%)
AKTS	🔴 SHORT	1,030	$17.95	$19.00	$-19,570	$-1,078 (-5.83%)
GEV	🟢 LONG	20	$965.17	$973.60	$19,472	$+169 (+0.87%)
WING	🔴 SHORT	120	$156.90	$151.50	$-18,180	$+648 (+3.44%)
SOC	🔴 SHORT	1,290	$15.24	$13.71	$-17,683	$+1,979 (+10.07%)
BKSY	🔴 SHORT	400	$22.94	$44.12	$-17,648	$-8,472 (-92.33%)
SNDK	🔴 SHORT	10	$1724.36	$1734.00	$-17,340	$-96 (-0.56%)
INTC	🟢 LONG	150	$105.31	$110.02	$16,503	$+706 (+4.47%)
UAL	🔴 SHORT	150	$109.03	$108.50	$-16,275	$+80 (+0.49%)
CMCSA	🔴 SHORT	650	$25.19	$24.84	$-16,146	$+230 (+1.40%)
DAL	🔴 SHORT	200	$80.83	$80.02	$-16,004	$+163 (+1.01%)
CRWV	🟢 LONG	130	$74.30	$121.31	$15,770	$+6,111 (+63.27%)
HOOD	🔴 SHORT	180	$88.82	$87.60	$-15,768	$+219 (+1.37%)
MAZE	🔴 SHORT	640	$28.47	$24.27	$-15,533	$+2,688 (+14.75%)
NOW	🔴 SHORT	120	$130.57	$125.60	$-15,072	$+596 (+3.81%)
ROBN	🟢 LONG	590	$16.18	$24.47	$14,437	$+4,891 (+51.24%)
VITL	🔴 SHORT	1,420	$13.09	$9.80	$-13,916	$+4,677 (+25.16%)
LASR	🔴 SHORT	170	$54.22	$79.36	$-13,491	$-4,274 (-46.37%)
DDOG	🟢 LONG	50	$273.88	$266.00	$13,300	$-394 (-2.88%)
ADV	🟢 LONG	360	$26.00	$35.94	$12,938	$+3,578 (+38.23%)
INTU	🟢 LONG	40	$325.69	$319.00	$12,760	$-268 (-2.05%)
BW	🔴 SHORT	700	$13.90	$17.99	$-12,593	$-2,863 (-29.42%)
QFIN	🟢 LONG	750	$12.83	$16.10	$12,073	$+2,450 (+25.46%)
FLGT	🔴 SHORT	590	$15.42	$18.41	$-10,862	$-1,765 (-19.40%)
MU	🔴 SHORT	10	$1032.45	$1071.50	$-10,715	$-390 (-3.78%)
RBLU	🟢 LONG	1,530	$12.53	$6.41	$9,807	$-9,364 (-48.84%)
APLS	🔴 SHORT	230	$40.37	$41.03	$-9,437	$-152 (-1.64%)
HYMC	🔴 SHORT	270	$35.11	$33.60	$-9,072	$+408 (+4.30%)
SJM	🔴 SHORT	90	$94.32	$100.47	$-9,042	$-554 (-6.52%)
NRGU	🟢 LONG	200	$44.89	$39.90	$7,980	$-998 (-11.12%)
WNTR	🟢 LONG	270	$33.59	$25.32	$6,836	$-2,233 (-24.62%)
KRMN	🔴 SHORT	120	$81.33	$55.00	$-6,600	$+3,160 (+32.37%)
ELAB	🟢 LONG	1,350	$5.31	$1.69	$2,282	$-4,892 (-68.20%)
SMCZ	🟢 LONG	400	$46.01	$5.24	$2,096	$-16,307 (-88.61%)
UGRO	🟢 LONG	430	$26.29	$3.37	$1,449	$-9,856 (-87.18%)

📈 Live Equity Curve Alpaca portfolio history - last 65 sessions

🧠 Model Card LightGBM V3 Full Universe

Algorithm

LightGBM regression - 500 trees x 63 leaves

Features

84 (42 raw + 42 cross-sectional rank)

Universe

~6,769 US tickers, equal-weight 10 long / 10 short, daily rotation

Training window

2020-07-27 -> 2026-03-13 (walk-forward, 2yr train / 1mo test)

Walk-forward steps

44 steps - never looks ahead

OOS predictions

551,226

Mean IC

0.0445 (IR 0.545, hit rate 72.7%)

Backtest summary

Sharpe 3.86 - max DD 2.43% - return 2.65% (reference snapshot)

Rebalance

Daily, 5-day overlapping batches (5 batches concurrent)

Sizing

Equal-weight $EQUITY / 20 per leg per batch

Execution venue

Alpaca paper - market-on-open / market-on-close orders

Model file

full_universe_v3/final_model.txt

Top Feature Importances

amihud

3,942

vol_volatility_csrank

3,723

mom_6_1_csrank

3,392

dist_sma10

3,279

rel_volume

2,668

rsi_14_csrank

2,645

rel_volume_csrank

2,375

mom_3_1

2,369

sma_cross_5_20

2,333

mom_3_1_csrank

2,315

🌶️ Jalapeño Fund - V3 Full Universe LGB - Paper Trading on Alpaca

Auto-refreshes every 60 seconds - all live equity from Alpaca portfolio history - model never trained on live period